+167.6%
SYK vs CNQ
+429.1%
-261.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -12.3% | -0.7% | -11.7% | -12.2% |
| 30D | -22.4% | +6.7% | -29.1% | -23.6% |
| 3M | -12.3% | +12.8% | -25.1% | -14.9% |
| 6M | -24.3% | +13.3% | -37.6% | -27.0% |
| YTD | -22.8% | +53.1% | -75.8% | -30.7% |
| 1Y | -28.8% | +66.1% | -94.8% | -37.4% |
| 3Y | -4.0% | +75.4% | -79.4% | -18.7% |
| 5Y | +3.8% | +288.1% | -284.3% | -30.4% |
| All | +167.6% | +429.1% | -261.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling